-7.0%
DASH vs KMB
-0.3%
-6.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -6.0% | +12.4% | -18.4% | -7.6% |
| 3M | -15.8% | +1.0% | -16.7% | -16.0% |
| 6M | +7.0% | +12.1% | -5.2% | +5.8% |
| YTD | -20.7% | +11.6% | -32.3% | -21.7% |
| 1Y | -8.5% | +13.1% | -21.7% | -9.9% |
| 3Y | +101.8% | +1.6% | +100.2% | +93.4% |
| All | -7.0% | -0.3% | -6.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling